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0.31.0

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@github-actions github-actions released this 30 Jul 15:03
· 33 commits to main since this release
189e4d8

Release notes

Enhancements

  • Changed timeseries.get_range_to_file() to return a concrete type instead of an impl
    trait type
  • Upgraded DBN version to 0.39.0:
    • Added side() and unpaired_side() methods to ImbalanceMsg that convert the fields
      of the same name to the Side enum
    • Added pretty_auction_time property in Python for ImbalanceMsg
    • Added Default implementation for StatUpdateAction
    • Added warnings to the floating-point getter methods' docstrings
    • Added action and ts_in_delta getters to BboMsg
    • Added ts_recv getter to StatusMsg
    • Added missing floating-point price getters to InstrumentDefMsg record types from all
      DBN versions
    • Added more floating-point price getters to ImbalanceMsg
    • Added floating-point price getter to StatMsg and v1::StatMsg

Breaking changes

  • Breaking changes from DBN:
    • Changed SystemMsg::code() and ErrorMsg::code() methods to return a Result
      instead of an Option to be consistent with other enum conversion methods
    • Changed auction_time field in ImbalanceMsg to be formatted as a timestamp

Bug fixes

  • Removed unused S3 and Disk variants from Delivery enum